+4.7%
HWM vs TCOM
-39.5%
+44.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.8% | +6.5% | -8.3% | -1.9% |
| 30D | -2.7% | +13.3% | -16.0% | -3.0% |
| 3M | -22.7% | -6.5% | -16.3% | -22.4% |
| 6M | -18.9% | -16.3% | -2.6% | -17.8% |
| YTD | +7.1% | -38.7% | +45.8% | +8.0% |
| 1Y | +4.7% | -40.1% | +44.8% | +5.3% |
| All | +4.7% | -39.5% | +44.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling